How can I change a set of objects colour transition location in Z Axis?
You can use 'object' from the texture coordinate node :



The object output (from texture coordinates) is decomposed into X, Y, Z. Here only Z interests us.

The math node is here to tune the overall scale (real Z variation) to fit into the ramp (0 to 1).
I used divide and 12 as value because the stairs here are 12 meters tall.

On right : the stairs made with an array modifier
On left : separated objects

Edit : note that the colorramp is not mandatory here. You can short circuit it.